DZ Bank Call 32.5 MUX 20.12.2024
/ DE000DJ6VVE6
DZ Bank Call 32.5 MUX 20.12.2024/ DE000DJ6VVE6 /
| 2024-06-12 8:09:45 AM |
Chg.0.000 |
Bid10:23:40 AM |
Ask10:23:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
0.00% |
0.690
Bid Size: 20,000 |
0.710
Ask Size: 20,000 |
MUTARES KGAA NA O.N... |
32.50 - |
2024-12-20 |
Call |
Master data
| WKN: |
DJ6VVE |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
MUTARES KGAA NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
0.43 |
| Time value: |
0.33 |
| Break-even: |
40.10 |
| Moneyness: |
1.13 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
8.57% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.49 |
| Rho: |
0.10 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.45% |
| 1 Month |
|
|
-29.29% |
| 3 Months |
|
|
+45.83% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.700 |
| 1M High / 1M Low: |
1.050 |
0.700 |
| 6M High / 6M Low: |
1.090 |
0.420 |
| High (YTD): |
2024-05-08 |
1.090 |
| Low (YTD): |
2024-03-15 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.735 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.07% |
| Volatility 6M: |
|
107.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
